On the Cauchy problem for integro-differential operators in Sobolev classes and the martingale problem

DOI10.1016/j.jde.2013.11.008zbMath1296.45008arXiv1112.4467MaRDI QIDQ2438819

Remigijus Mikulevičius, H. Pragarauskas

Publication date: 6 March 2014

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1112.4467

zbMATH Keywords

Lévy processes; Cauchy problem; martingale problem; nonlocal parabolic integro-differential equations

Mathematics Subject Classification ID

45K05: Integro-partial differential equations

60G46: Martingales and classical analysis

Related Items

Maximum Principles and Aleksandrov--Bakelman--Pucci Type Estimates for NonLocal Schrödinger Equations with Exterior Conditions, The solvability of a strongly-coupled nonlocal system of equations, An \(L_p\)-theory for a class of non-local elliptic equations related to nonsymmetric measurable kernels, On some smoothening effects of the transition semigroup of a Lévy process, Heat kernels for time-dependent non-symmetric stable-like operators, On regularity criteria of the 2D generalized MHD equations, Uniqueness in weighted Lebesgue spaces for a class of fractional parabolic and elliptic equations, Prescribed conditions at infinity for fractional parabolic and elliptic equations with unbounded coefficients

Cites Work

• On \(L_p\)-theory for stochastic parabolic integro-differential equations
• Calcul stochastique et problèmes de martingales
• On \(L_p\)-estimates for a class of non-local elliptic equations
• On Hölder solutions of the integro-differential Zakai equation
• On the martingale problem for generators of stable processes with perturbations
• Drift diffusion equations with fractional diffusion and the quasi-geostrophic equation
• The Cauchy problem and the martingale problem for integro-differential operators with non-smooth kernels
• Properties of solutions of stochastic differential equations
• On the Cauchy problem for certain integro-differential operators in Sobolev and Hölder spaces
• On the martingale problem associated with nondegenerate Lévy operators
• On the Cauchy problem for integro-differential operators in Hölder classes and the uniqueness of the martingale problem
• [https://portal.mardi4nfdi.de/wiki/Publication:4043914 Diffusion processes associated with L�vy generators]
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item